Reference manual - version orea_version
This is the complete list of members for SensitivityAggregator, including all inherited members.
| aggregate(SensitivityStream &ss, const QuantLib::ext::shared_ptr< ScenarioFilter > &filter=QuantLib::ext::make_shared< ScenarioFilter >()) | SensitivityAggregator | |
| CrossPair typedef | SensitivityAggregator | |
| generateDeltaGamma(const std::string &category, std::map< RiskFactorKey, QuantLib::Real > &deltas, std::map< CrossPair, QuantLib::Real > &gammas) (defined in SensitivityAggregator) | SensitivityAggregator | |
| reset() | SensitivityAggregator | |
| sensitivities(const std::string &category) const | SensitivityAggregator | |
| SensitivityAggregator(const std::map< std::string, std::set< std::pair< std::string, QuantLib::Size >>> &categories) | SensitivityAggregator | |
| SensitivityAggregator(const std::map< std::string, std::function< bool(std::string)>> &categories) | SensitivityAggregator |